+273.6%
TRV vs IR
+288.5%
-14.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | -0.1% | -2.8% | +2.7% | +0.7% |
| 30D | -3.4% | -15.1% | +11.7% | +1.3% |
| 3M | +26.4% | +6.1% | +20.3% | +23.5% |
| 6M | +19.3% | -16.8% | +36.1% | +24.8% |
| YTD | +28.3% | -3.5% | +31.9% | +27.7% |
| 1Y | +34.3% | -3.5% | +37.8% | +33.3% |
| 3Y | +140.1% | +9.5% | +130.7% | +122.9% |
| 5Y | +155.7% | +45.1% | +110.6% | +111.8% |
| All | +273.6% | +288.5% | -14.9% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling